書誌情報	ファイル
表紙・目次    (2006-01)   数理解析研究所講究録, 1462
Filtering volatility from data observed at random time intervals(The 7th Workshop on Stochastic Numerics)   Cvitanic, Jaksa; Liptser, Robert; Rozovskii, Boris; Zaliapin, Ilya (2006-01)   数理解析研究所講究録, 1462: 1-25
Nonreversible Perturbations Accelerate Convergence(The 7th Workshop on Stochastic Numerics)   Hwang, Chii-Ruey (2006-01)   数理解析研究所講究録, 1462: 26-34
Stochastic integral equations of Fredholm type(The 7th Workshop on Stochastic Numerics)   OGAWA, Shigeyoshi (2006-01)   数理解析研究所講究録, 1462: 35-45
Entropy representation of optimal logarithmic utility for insiders in Levy markets(The 7th Workshop on Stochastic Numerics)   Kohatsu-Higa, Arturo; Yamazato, Makoto (2006-01)   数理解析研究所講究録, 1462: 46-56
Random Numbers for Parallel Computations(The 7th Workshop on Stochastic Numerics)   Fushimi, Masanori (2006-01)   数理解析研究所講究録, 1462: 57-62
On the convergence rate of 2-dimensional low discrepancy sequences(The 7th Workshop on Stochastic Numerics)   Ichikawa, Yuko; Mori, Makoto (2006-01)   数理解析研究所講究録, 1462: 63-78
Quantization Methods in Filtering and Applications to Partially Observed Stochastic Volatility Models(The 7th Workshop on Stochastic Numerics)   PHAM, Huyen (2006-01)   数理解析研究所講究録, 1462: 79-99
APPLICATION OF STOCHASTIC NUMERICAL METHODS IN MULTI-PERIOD OPTIMAL PORTFOLIO STRATEGIES : CASE STUDIES(The 7th Workshop on Stochastic Numerics)   FUKAYA, RYUJI (2006-01)   数理解析研究所講究録, 1462: 100-115
PDE approach to utility maximization with partial information(The 7th Workshop on Stochastic Numerics)   NAGAI, HIDEO; RUNGGALDIER, WOLFGANG J. (2006-01)   数理解析研究所講究録, 1462: 116-130
Comparison of insider's optimal strategies, three different types of side information RIMS symposium, the 7th workshop on Stochastic Numerics,June 27-29,2005(The 7th Workshop on Stochastic Numerics)   HILLAIRET, Caroline; PONTIER, Monique (2006-01)   数理解析研究所講究録, 1462: 131-144
A review of recent results on weak approximation of solutions of stochastic differential equations(The 7th Workshop on Stochastic Numerics)   Kohatsu-Higa, Arturo (2006-01)   数理解析研究所講究録, 1462: 145-155
Volatility Smile/Smirk Properties of [GLP & MEMM] Models(The 7th Workshop on Stochastic Numerics)   Miyahara, Yoshio; Moriwaki, Naruhiko (2006-01)   数理解析研究所講究録, 1462: 156-170
確率摂動を含む経済成長方程式(確率数値解析に於ける諸問題,VII)   西岡, 國雄 (2006-01)   数理解析研究所講究録, 1462: 171-185
Network Investment and Competition with Access-to-Bypass(The 7th Workshop on Stochastic Numerics)   Hori, Keiichi; Mizuno, Keizo (2006-01)   数理解析研究所講究録, 1462: 186-201
Discrete Ito Formulas and Their Applications to Stochastic Numerics(The 7th Workshop on Stochastic Numerics)   Akahori, Jiro (2006-01)   数理解析研究所講究録, 1462: 202-210
A survey on asymptotic evaluations of Wiener functional expectations(The 7th Workshop on Stochastic Numerics)   Watanabe, Shinzo (2006-01)   数理解析研究所講究録, 1462: 211-216
On the probabilities associated with unitary matrices(The 7th Workshop on Stochastic Numerics)   Takahashi, Y. (2006-01)   数理解析研究所講究録, 1462: 217-223
RANSACを用いた車両運転時のイベント検出法(確率数値解析に於ける諸問題,VII)   佐野, 夏樹; 市村, 直幸; 栗田, 多喜夫; 大津, 展之; 鈴木, 秀男; 香田, 正人 (2006-01)   数理解析研究所講究録, 1462: 224-230
Noncausal Stochastic Calculus Revisited(The 7th Workshop on Stochastic Numerics)   OGAWA, Shigeyoshi (2006-01)   数理解析研究所講究録, 1462: 231-253